A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification

Paleologu C.; Benesty J.; Ciochina S.

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A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification

机译：用于系统辨识的鲁棒变量遗忘因子递推最小二乘算法

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The performance of the recursive least-squares (RLS) algorithm is governed by the forgetting factor. This parameter leads to a compromise between (1) the tracking capabilities and (2) the misadjustment and stability. In this letter, a variable forgetting factor RLS (VFF-RLS) algorithm is proposed for system identification. In general, the output of the unknown system is corrupted by a noise-like signal. This signal should be recovered in the error signal of the adaptive filter after this one converges to the true solution. This condition is used to control the value of the forgetting factor. The simulation results indicate the good performance and the robustness of the proposed algorithm.

机译：递归最小二乘（RLS）算法的性能由遗忘因子决定。此参数导致（1）跟踪功能与（2）失调与稳定性之间的折衷。在这封信中，提出了一种变量遗忘因子RLS（VFF-RLS）算法用于系统识别。通常，未知系统的输出会被类似噪声的信号破坏。该信号收敛到真实解后，应在自适应滤波器的误差信号中恢复该信号。此条件用于控制遗忘因子的值。仿真结果表明了该算法的良好性能和鲁棒性。

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《IEEE signal processing letters》 |2008年第2008期|597-600|共4页
作者
Paleologu C.; Benesty J.; Ciochina S.;
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Dept. of Telecommun., Univ. Politeh. of Bucharest, Bucharest|c|;

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正文语种 eng
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关键词
Adaptive filtering; echo cancellation; recursive least-squares (RLS);

机译：自适应滤波;回声消除;递归最小二乘（RLS）;

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1. A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification [J] . Paleologu C., Benesty J., Ciochina S. IEEE signal processing letters . 2008,第1期

机译：用于系统辨识的鲁棒变量遗忘因子递推最小二乘算法
2. Online Inductance and Capacitance Identification Based on Variable Forgetting Factor Recursive Least-Squares Algorithm for Boost Converter [J] . Chen Chen, Run Min, Qiaoling Tong, MATEC Web of Conferences . 2018,第1期

机译：基于可变遗忘因子递推最小二乘算法的Boost变换器在线电感电容辨识
3. Low-complexity variable forgetting factor mechanism for recursive least-squares algorithms in interference suppression applications [J] . Cai, Y., de Lamare, Communications, IET . 2013,第11期

机译：递归最小二乘算法在干扰抑制应用中的低复杂度变量遗忘因子机制
4. On the Performance of Variable Forgetting Factor Recursive Least-Squares Algorithms [C] . Camelia Elisei-Iliescu, Constantin Paleologu, RazvanTamas Conference on advanced topics in optoelectronics, microelectronics, and nanotechnologies VIII . 2016

机译：变量遗忘因子递归最小二乘算法的性能研究
5. System Identification Using Adaptive Filter with Recursive Least Squares Algorithm [D] . Mohammed, Mahboob Khan. 2017

机译：递归最小二乘算法的自适应滤波器的系统辨识
6. Robust adaptive filtering using recursive weighted least squares with combined scale and variable forgetting factors [O] . Branko Kovačević, Zoran Banjac, Ivana Kostić Kovačević -1

机译：使用结合比例和变量遗忘因子的递归加权最小二乘进行鲁棒自适应滤波
7. Online Inductance and Capacitance Identification Based on Variable Forgetting Factor Recursive Least-Squares Algorithm for Boost Converter [O] . Chen Chen, Run Min, Qiaoling Tong, 2018

机译：基于可变遗忘因子递归最小二乘算法的在线电感和电容识别升压转换器
8. Identification of Closed Loop Systems: Identifiability, Recursive Algorithms and Application to a Power Plant [R] . Aling, H. 1990

机译：闭环系统的识别：可识别性，递归算法及其在发电厂中的应用

A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification

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